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"Mean-variance hedging and stochastic control: beyond the Brownian setting."

Olga Bobrovnytska, Martin Schweizer (2004)

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DOI: 10.1109/TAC.2004.824468

access: closed

type: Journal Article

metadata version: 2020-05-20

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  - https://dblp.org/rec/journals/tac/BobrovnytskaS04
Olga Bobrovnytska, Martin Schweizer:
Mean-variance hedging and stochastic control: beyond the Brownian setting. IEEE Trans. Autom. Control. 49(3): 396-408 (2004)

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